Data through close

BEZ max pain, gamma exposure (GEX) & options open interest

As of close · rank #2370 by open interest · snapshot page

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BEZ's nearest-expiration max pain is 5.00 for 2026-10-16, net GEX is 708,798, its put/call open-interest ratio is 0.10. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
4.55
prev 4.96
Gamma max
4.75
+4.3% from close
Delta neutral
3.24
-28.7% from close
Gamma neutral
4.55
0.0% from close
Open interest
6,778
-20.9% vs prev
Contracts listed
40
33 calls · 25 puts

Whole-chain analytics

Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.

Nearest max pain
5.00
+9.9% from close
2026-10-16
GEX flip
–
Net GEX
708,798
10,457,327 per 100k OI
Call wall
5.00
+9.9% from close
Put wall
5.00
+9.9% from close
Put/call OI
0.10
597 puts / 6,181 calls

Advanced options analysis

Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.

Catalyst intensity
–
cross-sectional score / 100
Directional score
–
IV rank
100.0
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
15.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.33
2,210 contracts traded
Normalized net delta
0.246
option-holder convention
Modeled dealer delta
-0.246
opposite-side scenario
Vanna / 100k OI
2,006
volatility-sensitive delta
Charm / 100k OI
-1,166,140
time-decay-sensitive delta
IV surface range
38.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

BEZ closed 4.3% below its gamma max of 4.75. It is 28.7% above the delta neutral price of 3.24. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 6,778, -20.9% versus the previous session. What gamma max means · What delta neutral means

History

Full history since 2020: drag to pan, scroll to zoom, hover for values. Open full-screen chart

Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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In today's screens

Neighbours by open interest

← PK (#2369) VOR (#2371) →

Questions people ask about BEZ

Where is BEZ's gamma max today?

As of Oct 2, 2026, the gamma max for BEZ is 4.75, +4.3% from the 4.55 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.

Is BEZ above or below its delta neutral price?

BEZ closed above delta neutral: 4.55 against a delta neutral price of 3.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BEZ have?

6,778 contracts of open interest across 40 listed contracts on Oct 2, 2026, -20.9% versus the previous session. What open interest measures.

Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.